A note on distribution-free symmetrization inequalities

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Abstract: Let X,Y be two independent identically distributed (i.i.d.) random variables taking values from a separable Banach space (mathcalX,|cdot|). Given two measurable subsets F,KsubseteqcalX, we established distribution free comparison inequalities between mathbbP(XpmYinF) and mathbbP(XYinK). These estimates are optimal for real random variables as well as when mathcalX=mathbbRd is equipped with the |cdot|infty norm. Our approach for both problems extends techniques developed by Schultze and Weizs"acher (2007).









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